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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0164	24.26***
α ARCH Response to squared shocks	0.1437	43.40***
β GARCH Volatility persistence	0.9848	1,365.82***
γ leverage Additional response to negative shocks	0.0036	1.24

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S&P GSCI Corn Index EGARCH Volatility Analysis

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